Access Statistics for Michael Pfarrhofer

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian panel VAR model to analyze the impact of climate change on high-income economies 0 1 6 54 0 3 18 110
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 32 0 1 2 71
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 1 41 0 1 5 52
Asymmetries in Financial Spillovers 1 1 11 11 3 5 19 19
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 0 37 2 2 2 55
Bayesian nonparametric methods for macroeconomic forecasting 1 3 24 24 3 6 54 54
Bayesian nonparametric methods for macroeconomic forecasting 0 0 0 0 0 1 1 1
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 1 1 1 27 1 2 7 55
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 1 22 0 1 6 38
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 0 0 2 34
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models 0 0 0 13 0 1 3 31
Forecasting euro area inflation using a huge panel of survey expectations 0 0 0 36 0 1 2 35
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 0 47 0 0 2 25
General Bayesian time-varying parameter VARs for modeling government bond yields 0 0 1 46 0 1 2 44
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 1 16 0 0 2 29
General Seemingly Unrelated Local Projections 0 0 11 11 0 1 9 9
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 1 2 2 44 3 4 6 55
Implications of Macroeconomic Volatility in the Euro Area 0 0 0 17 0 1 2 24
Implications of Macroeconomic Volatility in the Euro Area 0 0 0 5 1 2 3 97
Implications of macroeconomic volatility in the Euro area 0 0 0 30 0 0 0 65
Implications of macroeconomic volatility in the Euro area 0 0 0 16 0 1 1 32
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 0 0 40
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 1 2 36 0 2 5 51
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 1 0 1 3 8
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 1 1 1 0 3 4 4
Measuring Shocks to Central Bank Independence using Legal Rulings 1 1 1 19 1 2 2 9
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 1 26 0 2 5 68
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 0 22 0 0 4 58
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 1 48 0 2 6 143
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 0 33 0 1 3 65
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 2 16 45 0 6 33 53
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 78 0 2 2 75
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 58 0 1 3 142
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 2 4 5 63
Nowcasting with Mixed Frequency Data Using Gaussian Processes 1 1 7 36 3 5 28 41
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty 0 1 1 29 0 2 4 33
Scenario Analysis with Multivariate Bayesian Machine Learning Models 10 11 11 11 5 16 16 16
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 1 30 0 1 7 38
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 0 1 1 33
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 0 1 2 38
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 1 2 3 90
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 4 0 3 9 17
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 33 0 0 0 24
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 41 0 0 0 33
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 1 2 2 31
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 1 26 0 2 3 35
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 0 2 2 55
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 11 0 1 2 30
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 0 1 1 31
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 18 0 1 3 61
Total Working Papers 16 26 102 1,442 26 100 306 2,320

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 2 0 1 4 23
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 1 3 2 5 7 14
Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy 0 0 1 1 0 2 6 16
Belief Shocks and Implications of Expectations About Growth‐at‐Risk 0 0 0 0 1 1 1 1
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 1 1 6 0 4 8 29
Financial markets and legal challenges to unconventional monetary policy 0 2 6 6 1 4 14 15
Forecasting euro area inflation using a huge panel of survey expectations 2 4 14 14 3 7 20 20
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 0 0 0 2 6 6
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 0 0 6 0 0 3 17
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 1 1 1 0 3 3 3
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 0 1 2 2
Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters 0 0 0 0 0 0 1 1
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 1 2 8 38 4 9 27 121
Modeling tail risks of inflation using unobserved component quantile regressions 0 1 1 8 0 3 8 29
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 1 1 11 0 3 6 33
On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty 0 0 1 7 2 5 8 32
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 0 0 0 2 2
Stochastic model specification in Markov switching vector error correction models 0 0 1 8 0 2 4 31
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 1 3 8 0 2 7 25
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 0 3 6 0 1 8 17
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 2 11 0 1 6 31
Total Journal Articles 3 13 44 136 13 56 151 468

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian nonparametric methods for macroeconomic forecasting 0 0 1 1 1 1 7 7
Total Chapters 0 0 1 1 1 1 7 7

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Statistics updated 2025-05-12